+855.0%
EXPE vs HUM
+1,082.0%
-227.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -9.5% | +4.2% | -13.7% | -10.4% |
| 30D | -6.6% | +10.4% | -17.0% | -8.8% |
| 3M | +31.4% | +15.1% | +16.3% | +26.6% |
| 6M | +35.2% | +120.9% | -85.7% | +10.7% |
| YTD | +5.8% | +57.9% | -52.1% | -7.1% |
| 1Y | +38.7% | +30.6% | +8.1% | +26.2% |
| 3Y | +175.8% | -9.6% | +185.4% | +164.9% |
| 5Y | +111.8% | +1.6% | +110.3% | +92.8% |
| 10Y | +179.7% | +146.4% | +33.3% | +94.6% |
| All | +855.0% | +1,082.0% | -227.0% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling